+95.0%
IBM vs CAVA
+33.0%
+62.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.7% |
| 7D | +3.6% | -8.0% | +11.6% | +4.3% |
| 30D | +3.1% | -19.6% | +22.7% | +4.9% |
| 3M | -10.8% | -36.7% | +25.8% | -7.6% |
| 6M | -0.8% | -30.6% | +29.8% | +1.7% |
| YTD | -16.2% | -4.8% | -11.4% | -16.6% |
| 1Y | -2.9% | -13.1% | +10.2% | -2.9% |
| 3Y | +79.8% | +48.8% | +31.1% | +79.6% |
| All | +95.0% | +33.0% | +62.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling